Browsing by Subject "MATHEMATICAL AND QUANTITATIVE METHODS"
Now showing items 41-60 of 160
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Can the change in the composition of the US GDP explain the Great Moderation? A test via oil price shocks
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2012)The paper investigates whether the growing GDP share of the services sector can contribute to explain the great moderation in the US. We identify and analyze three oil price shocks and use a SVAR analysis to measure their ... -
Choice experiment study on the willingness to pay to improve
(2009-06)Modern forms of energy are an important vehicle towards poverty alleviation in rural areas of developing countries. Most developing countries’ households heavily rely on wood fuel which impact their health and social–economic ... -
Cluster analisiaren aplikazio bat ekonomian Donostiako auzoen ikerketa
(Escuela Universitaria de Estudios Empresariales, 2000)Lan honekin Donostiako bizitza kalitatea ikertu nahi dute, hau da etxebizitzetako bizilagunen eta etxebizitzen egitura eta erabileraren arteko erlazio posiblea. Biztanle mota, etxebizitza mota eta Donostiako eremu homogeneoen ... -
Coalitional games with veto players: Myopic and farsighted behavior
(Departamento de Fundamentos del Análisis Económico I, 2013-10-10)This paper studies an allocation procedure for coalitional games with veto players. The procedure is similar to the one presented by Dagan et al. (1997) for bankruptcy problems. According to it, a player, the proposer, ... -
Comparative Study of Alternatives Analysis of Incomplete Disjunctive Tables
(2000-05)[EN] Multiple Correspondence Analysis (MCA) studies the relationship between several categorical variables defined with respect to a certain population. However, one of the main sources of information are those surveys in ... -
Computing abuse related damages in the case of new entry: An illustration for the Directory Enquiry Services market
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2006-07)A number of European countries, among which the UK and Spain, have opened up their Directory Enquiry Services (DQs, or 118AB) market to competition. We analyse the Spanish case, where both local and foreign firms challenged ... -
Conditional beta pricing models: A nonparametric approach
(2010)We propose a two-stage procedure to estimate conditional beta pricing models that allow for flexibility in the dynamics of assets' covariances with risk factors and market prices of risk (MPR). First, conditional covariances ... -
Consumption-Leisure Trade-offs and Persistency in Business Cycles
(2007)This paper studies whether nonseparabilities between consumption and leisure may help to explain the observed persistence in GNP growth. We consider an extended version of Lucas' (1988) human capital investment model that ... -
La creación de empresas en el ámbito universitario: una aplicación de la teoría de los recursos
(Instituto de Economía Aplicada a la Empresa de la Universidad del País Vasco, 2008)[ES] La creación de empresas desde las universidades no sólo es una vía de transferencia de tecnología sino que además contribuye al desarrollo de la economía regional. Sin embargo, debido al carácter relativamente reciente ... -
Data Revisions in the Estimation of DSGE Models
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2012)Revisions of US macroeconomic data are not white-noise. They are persistent, correlated with real-time data, and with high variability (around 80% of volatility observed in US real-time data). Their business cycle effects ... -
La demanda de telefonía fija y móvil: Una aplicación de redes neuronales artificiales
(Instituto de Economía Aplicada a la Empresa de la Universidad del País Vasco, 2009)[ES] El catalogar a un determinado bien o servicio como una de las «extensiones de los sentidos y las funciones humanas de la vista, el oído y el tacto», muestra la importancia del papel que desempeñan en nuestras vidas, ... -
Democratic Values Transmission
(2013-01)This study addresses the issue of intergenerational transmission of democratic values embedded in social choice rules. We focus on a few rules which have been the focus of social choice theory: plurality, plurality with a ... -
Descripción de empresas en crisis financiera: el caso de Argentina en las décadas del 1990 y 2000
(Escuela Universitaria de Estudios Empresariales, 2015-12-30)[ES]Las investigaciones sobre la predicción de quiebras empresariales que se han venido dando en los últimos cincuenta años han indicado que la crisis financiera de las empresas ha sido y es un tema de preocupación en el ... -
Discounting future pain: Effects on self-reported pain
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2010-07)Empirical results are presented showing that people who acknowledge pain anticipation when expecting an injury experience higher sensitivity to pain (GREP, Robinson et al., 2001). The positive correlation between sensitivity ... -
Discriminating by Tagging: Artificial Distinction, Real Discrimination
(2011-02-08)We introduce a new variation of the hawk-dove game suggested by an experiment that studies the behavior of a group of domestic fowls when a subgroup has been marked. Speci cally we consider a population formed by two types ... -
Do experimental subjects favor their friends?
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-06)Ideally we would like subjects of experiments to be perfect strangers so that the situation they face at the lab is not just part of a long run interaction. Unfortunately, it is not easy to reach those conditions and ... -
Does the Term Spread play a role in the FED's reaction function? An Empirical Investigation
(University of the Basque Country, Department of Foundations of Economic Analysis II, 2004)Using US data for the period 1967:5-2002:4, this paper empirically investigates the performance of a Fed’s reaction function (FRF) that (i) allows for the presence of switching regimes, (ii) considers the long-short term ... -
Doubly fractional models for dynamic heteroskedastic cycles
(2011-02)Strong persistence is a common phenomenon that has been documented not only in the levels but also in the volatility of many time series. The class of doubly fractional models is extended to include the possibility of long ... -
Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data
(2008)We apply recent panel methodology to investigate the relationship between electricity consumption and real GDP for a set of 12 European Union countries using annual data for the period 1970-2004. Recently developed tests ... -
La Educación Ocupacional y la Salida del Paro en España
(1999-10)[EN] This paper considers the estimation of the effect of vocational education on the probability of employment using Spanish data from the linked Active Population Survey (EPA) since 1992 to 1997. After allowing for ...